Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47409.46 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46014.48 Kr¶

PnL: ---------------------------------------> -874.09 Kr¶

DD now: ---------------------------------> -2.51 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:15:04.204495'

Anic Portfolio¶

Today¶

Return: -0.053 %¶

This Week¶

Return: -1.051 %¶

Total¶

Return: 55.206 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
HMS Networks 2 15.440000 798.400000 125.400000 18.630000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.990000 3441.600000 64.600000 1.910000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.820000 395.200000 40.200000 11.320000 355.000000
Intrum 4 5.850000 561.200000 34.200000 6.490000 527.000000
Corem Property Group B 59 -1.050000 610.650000 33.650000 5.830000 576.999999
AcadeMedia 12 -0.530000 582.480000 25.480000 4.570000 557.000004
Resurs Holding 22 -0.440000 599.280000 25.280000 4.400000 573.999998
Eastnine 4 1.590000 510.400000 19.400000 3.950000 491.000000
Boozt 12 0.070000 1669.200000 15.200000 0.920000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Securitas B 6 -0.750000 574.440000 4.440000 0.780000 570.000000
Swedbank A 3 -1.990000 568.200000 4.200000 0.740000 564.000000
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.100000 247.920000 1.920000 0.780000 246.000000
Coor Service Management Hold. 8 -0.520000 532.400000 0.400000 0.080000 532.000000
CTEK 13 -0.020000 528.970000 -5.030000 -0.940000 533.999999
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.300000 532.750000 -13.250000 -2.430000 546.000000
Essity B 2 -1.320000 551.800000 -22.200000 -3.870000 574.000000
Beijer Electronics Group 26 -6.460000 2938.000000 -33.000000 -1.110000 2971.000006
Nordea Bank Abp 29 -1.420000 3419.680000 -34.320000 -0.990000 3453.999992
International Petroleum Corp. 5 0.000000 552.500000 -42.070000 -7.080000 594.565215
Essity A 4 -1.610000 1100.000000 -49.000000 -4.260000 1149.000000
Vivesto 1368 0.770000 537.620000 -75.380000 -12.300000 612.999432
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
Axfood 13 -1.640000 3517.800000 -238.200000 -6.340000 3756.000001
OX2 18 0.580000 1411.200000 -252.800000 -15.190000 1663.999992
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46014.480000 -874.090000 -2.50963% 46888.564618

Updated:¶

'2023-01-26 10:15:17.374407'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶